Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47632.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46237.16 Kr¶

PnL: ---------------------------------------> -651.41 Kr¶

DD now: ---------------------------------> -2.052 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 15:31:17.986159'

Anic Portfolio¶

Today¶

Return: 0.672 %¶

This Week¶

Return: 0.208 %¶

Total¶

Return: 55.935 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.040000 3177.200000 206.200000 6.940000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.000000 3460.800000 83.800000 2.480000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.740000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Resurs Holding 22 4.080000 599.940000 25.940000 4.520000 573.999998
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.190000 378.900000 23.900000 6.730000 355.000000
Corem Property Group B 59 -1.740000 600.620000 23.620000 4.090000 576.999999
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Eastnine 4 -1.880000 500.000000 9.000000 1.830000 491.000000
Intrum 4 -0.220000 535.000000 8.000000 1.520000 527.000000
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
HMS Networks 2 -1.570000 675.600000 2.600000 0.390000 673.000000
Essity B 2 0.740000 575.400000 1.400000 0.240000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.530000 532.800000 0.800000 0.150000 532.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Boozt 12 1.620000 1651.200000 -2.800000 -0.170000 1653.999996
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.200000 241.680000 -4.320000 -1.760000 246.000000
Securitas B 6 0.060000 564.120000 -5.880000 -1.030000 570.000000
CTEK 13 1.980000 527.670000 -6.330000 -1.190000 533.999999
Karnov Group 9 1.220000 523.800000 -12.200000 -2.280000 536.000004
Nordea Bank Abp 29 0.590000 3441.140000 -12.860000 -0.370000 3453.999992
Midsona B 63 0.920000 553.140000 -29.860000 -5.120000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 1.020000 544.000000 -50.570000 -8.510000 594.565215
Axfood 13 0.040000 3642.600000 -113.400000 -3.020000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46238.340000 -650.230000 -2.05106% 46888.564618

Updated:¶

'2023-01-20 15:30:44.551993'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶